NA Digest Sunday, April 29, 2012 Volume 12 : Issue 18

Today's Editor:
Daniel M. Dunlavy
Sandia National Labs

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From: Peter Forsyth <>
Date: Wed, 25 Apr 2012 09:32:16 -0400
Subject: Num Methods for HJB Equations in Finance, Austria, Jun 2012

Many problems in finance can be posed as non-linear Hamilton Jacobi
Bellman (HJB) Partial Integro Differential Equations (PIDEs). Examples
of such problems include: dynamic asset allocation for pension plans,
optimal operation of natural gas storage facilities, optimal execution
of trades, and pricing of variable annuity products (e.g. Guaranteed
Minimum Withdrawal Benefit).

This course will discuss general numerical methods for solving the HJB
PDEs which arise from these types of problems. After an introductory
lecture, we will give an example where seemingly reasonable methods do
not converge to the correct (viscosity) solution of a nonlinear HJB
equation. A set of general guidelines is then established which will
ensure convergence of the numerical method to the viscosity
solution. Emphasis will be placed on methods which are straightforward
to implement. We then illustrate these techniques on some of the
problems mentioned above.

The course will be held at the Wolfgang Pauli Institute, Vienna,
Friday June 22 - Saturday, June 23, 2012. The course is free of
charge, but registration is required. More information can be found


From: Klaus Iglberger <>
Date: Tue, 24 Apr 2012 05:22:15 -0400
Subject: High-End-Computing Symposium, Germany, Jun 2012

We cordially invite you to the 8. Erlangen High-End-Computing

Leading edge research relies more and more on High-End-Computing.
Computer simulation increasingly replaces dangerous or expensive
experiments; complex theoretical models in sciences often become
useful only when performed by numerical computation. The
computer-aided optimization of processes and technical systems is the
key to design and develop competitive product in the global

This symposium will present a review of High-End-Computing from an
international perspective and will highlight current and future
developments. The five internationally renowned speakers will
illustrate the spectrum of High-End-Computing from computer
architecture to the applications:
- Prof. Richard Vuduc (Georgia Tech),
- Prof. Omar Ghattas (University of Texas)
- Prof. Franz Durst (FMP Technology GmbH)
- Prof. Jack Dongarra (University of Tennessee)
- Prof. Günter Leugering (University of Erlangen)

The EIHECS will take place
on Friday, June, 22nd, 2012, 13:30 - 17:00
at lecture hall 12 (Cauerstr. 11, 91058 Erlangen, Germany)
of the Friedrich-Alexander University Erlangen-Nuremberg

More information can be found at the official web page:

Participation is free of charge. However, we kindly ask you to
register to be able to plan the event accordingly.


From: Gabriel Wittum <>
Date: Tue, 24 Apr 2012 12:36:11 +0200
Subject: European Multigrid Conference, Germany, Aug 2012

50 years Multigrid!

European Multigrid Conference
Aug 13-16, 2012
60 years Ulrich Langer
Symposium on Scientific Computing
in honour of Ulrich Langer
Aug 17, 2012

Schwetzingen Caste


Prof. Dr. Gabriel Wittum


From: "C. Sean Bohun" <>
Date: Tue, 24 Apr 2012 15:18:23 -0400
Subject: Industrial Problem-Solving, Medical Imaging, Canada, Aug 2012

Medical Imaging Workshop

(Toronto, ON) April 18, 2012 - The Thematic Program on Inverse
Problems and Imaging is hosting an Industrial Problem-Solving Workshop
on Medical Imaging at the Fields Institute from August 20-24, 2012.
The workshop is generously supported by the Fields Institute and

The event is an opportunity for mathematicians, academic and
industrial experimentalists to collaborate on problems arising in the
medical research field focussing on imaging. Addressing problems from
medicine and the biosciences, this workshop provides an opportunity
for scholars and practitioners to foster emerging talent in the
mathematical field, utilizing mathematical tools for problem solving
in an interdisciplinary setting.

The workshop will be held at the Fields Institute, Toronto, bringing
together Canadian and international talent. Registration has begun,
and we invite you to participate in this Canadian initiative bridging
industrial and academic disciplines. To register please visit our

Limited financial support is available; to apply for the support,
please do so by May 18.

For more information please contact: C. Sean Bohun at


From: Tony Drummond <>
Date: Tue, 24 Apr 2012 10:27:17 -0700
Subject: DOE Adv Computational Software Collection, USA, Aug 2012

13th Workshop on the DOE Advanced Computational Software Collection
Scalable and Robust Computational Libraries and Tools for High-End
Computing, Lawrence Berkeley National Laboratory (LBNL)
August 14-17, 2012

The Advanced CompuTational Software (ACTS) Collection comprises a set
of non commercial tools mainly developed at the Department of Energy's
(DOE) laboratories, sometimes in collaboration with
universities. These software tools aim to simplify the solution of
common and important computational problems, and have substantially
benefited a wide range of applications and fields in computational

The 13th ACTS Collection workshop will be a four-day workshop and will
include a range of tutorials on the tools currently available in the
collection, discussion sessions aimed to solve specific computational
needs by the workshop participants, and hands-on practices using
NERSC's state-of-the-art computers.

The workshop is opened to computational scientists from industry and
academia. Registration fees are fully sponsored by the DOE's Office
of Science. In addition, DOE will sponsor travel expenses and lodging
for a limited number of graduate students and postdoctoral
fellows. For more information on the workshop, please contact Tony
Drummond at (510) 486-7624 or email acts-AT-nersc-DOT-gov.

- Application submission deadline: June 24, 2012
- Recommendation Letters submission deadline: June 24, 2012
- Application review completed and invitations sent: July 02, 2012
- Attendee confirmation of participation deadline: July 9, 2012


From: Brett Bader <>
Date: Tue, 24 Apr 2012 13:58:57 -0400
Subject: High Performance Computing Position, DigitalGlobe

DigitalGlobe’s R&D center, DG Labs HQ, located in Longmont, Colorado,
is looking for a Senior R&D Engineer in High Performance Computing to
join our team.

DigitalGlobe operates the largest high-resolution commercial remote
sensing satellite constellation and is building one of the largest
image processing infrastructures in the world. Our systems employ
high-performance computing platforms that operate on massive
quantities of electro-optical imagery obtained from high-resolution
satellite and airborne sensors. We are seeking a talented and
energetic innovator to help develop fast, accurate, and robust systems
for advanced mapping and image exploitation applications.

Strong candidates will have a higher degree (Ph.D. preferred) in a
technical field and a thorough understanding of HPC architectures,
state-of-the-art computing hardware, parallel processing techniques,
scheduling, and resource management in a multi-computer HPC
environment. In addition, they will be skilled developers of
scientific software that executes efficiently on a large, distributed,
parallel computing platform.

You may find the official announcement and apply online at


From: Mark Chaplain <>
Date: Wed, 25 Apr 2012 16:38:04 -0400
Subject: Lectureships, Computational Maths, Univ of Dundee

The University seeks to appoint three outstanding candidates to
positions in Computational Mathematics (Numerical Analysis) Applied to
Biology within the Division of Mathematics. The Division has a
long-standing history of research excellence in the areas of Numerical
Analysis and Mathematical Biology, which it seeks to develop further
through these appointments. The successful candidates will take their
places in a dynamic, interdisciplinary environment following
substantial University investment in this area, which has recently
seen the addition of a new chair in Systems Biology and two lecturers
in Mathematical Biology. There is also an expected commitment to
interact with colleagues in the Colleges of Life Sciences and Medicine
(Ninewells Hospital) and the James Hutton Institute, and develop
interdisciplinary collaborative research projects in the area of
computational biology. The successful candidates should therefore have
a PhD in Computational Mathematics/Numerical Analysis (or cognate
discipline), and have either an outstanding research record in these
areas, or display a clear potential to work at the highest level
within the field. They must also demonstrate enthusiasm for genuinely
inter- disciplinary research (Lecturer Grade 7/8, Salary from £32,901
to £44,166).

Formal application may be made via one of the following websites:
Ref: ASE0133
Ref: AEH548

Informal approaches concerning these appointments may be made to:
Professor MAJ Chaplain, FRSE,
Division of Mathematics,
University of Dundee,
Dundee DD1 4HN
Tel: 01382 385369 Fax: 01382 385516


From: Greg Pavliotis <>
Date: Thu, 26 Apr 2012 09:11:19 -0400
Subject: Postdoc Positions, Multiscale Physics and Appl Math, IC


Project title: Creating macroscale effective interfaces encapsulating
microstructural physics

Salary Range: £31,300 - £39,920 (Maximum salary on appointment will be
£31,300 per annum)
Fixed Term for: 36 Months
Starting Date: 01 October 2012

Applications are invited for two Research Associate positions in the
Department of Mathematics at Imperial College London to work in the
areas of multiscale physics and applied mathematics. The positions are
funded by the Engineering and Physical Sciences Research Council and
the main aim of the research project is the development of efficient
and systematic methodologies for the modeling of microscale phenomena
on the macroscale level. The focus of the project will be on three
particular application areas:

1) Wave propagation for surface Rayleigh-Bloch waves and the
reflection of waves from designer structured surfaces;
2) The statistical mechanics of phase transitions on micropatterned
3) Modeling diffusions through structured domains.

A PhD in Applied Mathematics, Theoretical Physics or closely aligned
disciplines, or an equivalent level of professional qualifications and
experiences is essential. You will have experience and strong research
potential in a number of the following research areas: multiscale
methods, computational mathematics, partial differential equations,
statistical physics, stochastic processes as well as an excellent
publications record with strengths in either statistical physics,
applied analysis or computational mathematics. The successful
candidate will be expected to work well as part of a team, and
contribute significantly to the supervision of research students, and
with the management of external collaborations. There will be
opportunities to gain undergraduate teaching experience as appropriate
and support will be given for computing resources and conference

For details on the application process please go to


From: Dugald B Duncan <>
Date: Thu, 26 Apr 2012 16:21:10 +0100
Subject: Postdoc Positions, Computational Math, Heriot-Watt Univ

2 Postdoctoral Research Associates in Computational Mathematics

Centre for Numerical Algorithms and Intelligent Software (NAIS)
Department of Mathematics
Heriot-Watt University, Edinburgh, Scotland

We are seeking two postdoctoral research associates to design, analyse
and develop high performance numerical methods for partial
differential equations (PDEs) and/or related stochastic DEs and
boundary integral equations. We will give preference to applicants in
the area of domain decomposition parallel solvers for PDEs, and also
consider others who can contribute to one or more of our projects in
uncertainty quantification, stochastics, multiscale and finite element
methods with applications including multiphase porous media flow,
electromagnetism and wave propagation.

The people appointed will be part of the Numerical Algorithms and
Intelligent Software project (
<>_), working with a broad range of
mathematicians, computer scientists and HPC specialists. Candidates
should hold a PhD in an appropriate area of computational mathematics
and have the potential to contribute to at least the numerical
analysis and algorithm design parts of the NAIS project.

One post is available for one year and the other is available for 2
years from 1 August 2012.

For application details see our website or
contact the Human Resources Office, Heriot-Watt University Edinburgh
EH14 4AS tel 0131-451-3022(24 hours) email
<>_quoting Ref 65/12/J Closing date: 1 June 2012

Informal enquiries may be made to: Sebastien Loisel
( or Dugald Duncan (


From: Raul Tempone <>
Date: Wed, 25 Apr 2012 03:57:56 -0400
Subject: Postdoc Positions, Uncertainty Quantification, KAUST

Several postdoctoral positions, lasting from one up to three years,
are open at the newly founded Center of Uncertainty Quantification at
King Abdullah University of Science and Technology (KAUST), Kingdom of
Saudi Arabia.

Ideal candidates should have a background in Uncertainty
Quantification, Numerical Analysis, Probability, and Bayesian
Statistics. Proficiency in all the four areas above is not
mandatory. Preferably, the candidates should have demonstrated coding
skills in Matlab or Python, and high performance computing languages
such as C, C++ or Fortran.

A strong publication record is highly desirable. The successful
candidates will work in an interdisciplinary environment, involving
both applied research and theoretical numerical analysis for
stochastic differential equations. Applications include, among other
areas, Computational Electromagnetics, Computational Reactive Fluid
Dynamics, and Green Wireless Networks. The KAUST Uncertainty
Quantification Center consists of a strong group of faculty from KAUST
and other universities and it also has a large program of scientific
visitors to enrich the working environment and keep it open to the
latest advances. Due to the interdisciplinary nature of the UQ Center,
candidates are expected to perform collaborative research and at the
same time work independently whenever necessary.

We offer competitive salary and conditions. Please send your
application, including a CV and a couple of recommendation letters to
Raul Tempone, (UQ Center Director), at


From: Michaela Seiwald <>
Date: Thu, 26 Apr 2012 07:22:34 -0400
Subject: Doctoral Positions, Munich and Graz

The international research training group "Optimization and Numerical
Analysis for Partial Differential Equations with Nonsmooth Structures"
(IGDK 1754), funded by the German Research Foundation (DFG) and the
Austrian Science Fund (FWF) associated with the four universities

* Technische Universitaet Muenchen (Germany)
* Universitaet der Bundeswehr Muenchen (Germany)
* Karl-Franzens-Universitaet Graz (Austria)
* Technische Universitaet Graz (Austria)

invites applications for Doctoral positions in Munich and in Graz.

Applicants should hold a master's degree or equivalent in mathematics
or related areas with a strong background in one of the fields of
numerics, optimization, or analysis. Highly qualified women are
especially invited to apply.

Applicants are asked to submit a curriculum vitae, copies of
certifications of academic qualifications held, a copy of a degree
thesis or of a peer-reviewed publication (if available) and two
letters of recommendation. Additionally, the candidates are asked to
inform themselves beforehand about the spectrum of the available PhD
topics from the web page of the IGDK and to order them according to
their interest, giving written explanations for their choice within
the application letter.

To ensure full consideration, all information should preferably be
received by June 30, 2012. Applications should be sent by email to
both speakers Prof. Dr. Boris Vexler ( and
Prof. Dr. Karl Kunisch ( For further
information about scientific topics covered and conditions for
application, please visit our website

End of NA Digest